PREVIEW / futures_30min / 2016-10-07

all futures 30-min files

  file:    by_date/futures_30min/2016/2016-10-07.parquet
  size:    74 KB
  rows:    2,544

schema

  timestamp    TIMESTAMP
  symbol       VARCHAR
  asset_type   VARCHAR
  open         DOUBLE
  high         DOUBLE
  low          DOUBLE
  close        DOUBLE
  volume       DOUBLE

sample rows

timestamp	symbol	asset_type	open	high	low	close	volume
2016-10-07 00:00:00	ES	Futures	2342.6	2342.87	2342.33	2342.6	564.0
2016-10-07 00:30:00	ES	Futures	2342.6	2342.6	2342.33	2342.6	540.0
2016-10-07 01:00:00	ES	Futures	2342.6	2343.42	2342.6	2342.87	972.0
2016-10-07 01:30:00	ES	Futures	2342.87	2342.87	2342.06	2342.06	941.0
2016-10-07 02:00:00	ES	Futures	2342.06	2342.33	2340.42	2341.78	4628.0
2016-10-07 02:30:00	ES	Futures	2341.78	2343.14	2341.24	2342.6	3431.0
2016-10-07 03:00:00	ES	Futures	2342.33	2342.6	2337.7	2339.34	27014.0
2016-10-07 03:30:00	ES	Futures	2339.34	2341.24	2337.97	2340.15	15105.0
2016-10-07 04:00:00	ES	Futures	2339.88	2343.69	2339.88	2342.87	13113.0
2016-10-07 04:30:00	ES	Futures	2342.6	2342.87	2341.24	2342.33	7476.0
2016-10-07 05:00:00	ES	Futures	2342.06	2343.96	2341.78	2342.87	7995.0
2016-10-07 05:30:00	ES	Futures	2343.14	2343.69	2341.51	2341.51	8933.0
2016-10-07 06:00:00	ES	Futures	2341.51	2341.78	2337.7	2338.52	16741.0
2016-10-07 06:30:00	ES	Futures	2338.25	2340.15	2337.7	2339.61	8397.0
2016-10-07 07:00:00	ES	Futures	2339.61	2342.6	2339.34	2340.97	13123.0
2016-10-07 07:30:00	ES	Futures	2340.97	2341.51	2340.15	2340.97	6130.0
2016-10-07 08:00:00	ES	Futures	2341.24	2343.96	2340.42	2343.14	19486.0
2016-10-07 08:30:00	ES	Futures	2342.6	2352.4	2339.61	2348.04	127007.0
2016-10-07 09:00:00	ES	Futures	2348.31	2349.95	2345.32	2347.77	54970.0
2016-10-07 09:30:00	ES	Futures	2347.77	2349.95	2335.8	2337.97	318647.0
2016-10-07 10:00:00	ES	Futures	2337.97	2341.78	2337.7	2340.42	107401.0
2016-10-07 10:30:00	ES	Futures	2340.15	2341.51	2336.89	2337.7	102490.0
2016-10-07 11:00:00	ES	Futures	2337.43	2339.88	2336.07	2337.97	62189.0
2016-10-07 11:30:00	ES	Futures	2337.7	2338.52	2326.82	2329.27	173096.0
2016-10-07 12:00:00	ES	Futures	2329.27	2334.44	2328.18	2330.08	153111.0
2016-10-07 12:30:00	ES	Futures	2329.81	2331.99	2327.36	2331.44	62840.0
2016-10-07 13:00:00	ES	Futures	2331.17	2335.8	2328.45	2335.25	61514.0
2016-10-07 13:30:00	ES	Futures	2334.98	2339.88	2334.71	2338.25	96407.0
2016-10-07 14:00:00	ES	Futures	2338.25	2340.42	2336.61	2338.79	80194.0
2016-10-07 14:30:00	ES	Futures	2338.79	2341.24	2338.52	2339.61	57654.0
2016-10-07 15:00:00	ES	Futures	2339.88	2340.7	2337.7	2339.34	57326.0
2016-10-07 15:30:00	ES	Futures	2339.34	2340.42	2336.07	2336.34	149755.0
2016-10-07 16:00:00	ES	Futures	2336.34	2337.16	2334.98	2336.07	84887.0
2016-10-07 16:30:00	ES	Futures	2335.8	2336.34	2335.53	2336.07	7072.0
2016-10-07 00:00:00	NQ	Futures	5803.21	5804.4	5802.91	5802.91	61.0
2016-10-07 00:30:00	NQ	Futures	5803.51	5804.11	5802.91	5802.91	110.0
2016-10-07 01:00:00	NQ	Futures	5803.21	5805.0	5802.91	5804.7	204.0
2016-10-07 01:30:00	NQ	Futures	5804.7	5804.7	5801.72	5801.72	186.0
2016-10-07 02:00:00	NQ	Futures	5801.42	5802.32	5798.14	5800.82	612.0
2016-10-07 02:30:00	NQ	Futures	5800.82	5803.81	5799.63	5802.32	576.0
2016-10-07 03:00:00	NQ	Futures	5802.02	5802.91	5790.98	5796.05	4042.0
2016-10-07 03:30:00	NQ	Futures	5796.05	5799.63	5792.47	5796.05	2331.0
2016-10-07 04:00:00	NQ	Futures	5796.05	5805.6	5796.05	5802.61	1620.0
2016-10-07 04:30:00	NQ	Futures	5802.32	5803.21	5799.03	5801.42	895.0
2016-10-07 05:00:00	NQ	Futures	5801.12	5807.39	5800.82	5804.4	1012.0
2016-10-07 05:30:00	NQ	Futures	5804.4	5805.9	5801.12	5801.12	1098.0
2016-10-07 06:00:00	NQ	Futures	5800.82	5801.12	5792.47	5793.96	2566.0
2016-10-07 06:30:00	NQ	Futures	5793.96	5797.54	5791.58	5796.35	962.0
2016-10-07 07:00:00	NQ	Futures	5796.65	5803.81	5796.65	5801.12	1657.0
2016-10-07 07:30:00	NQ	Futures	5801.12	5802.61	5799.03	5801.42	815.0

> showing 50 of 2,544 rows — these rows as CSV

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